Today Table

Today’s values of predictors

• Suppose we build and backtest a model based on certain predictors.
  
• To decide what trades to make today, we need to know the values of the predictors today for each stock in our universe.
• This is where the Nasdaq/Sharadar data can be useful.
• We need to compute the predictors - ratios, growth rates, etc.

The today table

• I coded a few of the GHZ predictors. Their values are updated every night for all stocks in the Rice SQL database.
• The updated values are in the today table.
• Other predictors could be coded also.

Connect to the Rice database

import pandas as pd
import pymssql
from sqlalchemy import create_engine

server = 'fs.rice.edu'
database = 'stocks'
username = 'stocks'
password = '6LAZH1'
string = "mssql+pymssql://" + username + ":" + password + "@" + server + "/" + database 

conn = create_engine(string).connect()

The today table

df = pd.read_sql(
    "select * from today where ticker in ('AAPL', 'CVX')", 
    conn
  )
df.set_index("ticker").T